CME Pit-Traded Corn Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 330-0 330-4 0-4 0.2% 317-0
High 332-0 335-4 3-4 1.1% 332-0
Low 322-0 329-4 7-4 2.3% 311-6
Close 326-2 335-4 9-2 2.8% 326-2
Range 10-0 6-0 -4-0 -40.0% 20-2
ATR 11-0 10-7 -0-1 -1.1% 0-0
Volume 66,261 92,778 26,517 40.0% 472,961
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 351-4 349-4 338-6
R3 345-4 343-4 337-1
R2 339-4 339-4 336-5
R1 337-4 337-4 336-0 338-4
PP 333-4 333-4 333-4 334-0
S1 331-4 331-4 335-0 332-4
S2 327-4 327-4 334-3
S3 321-4 325-4 333-7
S4 315-4 319-4 332-2
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 384-1 375-3 337-3
R3 363-7 355-1 331-7
R2 343-5 343-5 330-0
R1 334-7 334-7 328-1 339-2
PP 323-3 323-3 323-3 325-4
S1 314-5 314-5 324-3 319-0
S2 303-1 303-1 322-4
S3 282-7 294-3 320-5
S4 262-5 274-1 315-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 335-4 318-4 17-0 5.1% 7-1 2.1% 100% True False 94,762
10 342-4 311-6 30-6 9.2% 8-2 2.5% 77% False False 114,646
20 375-2 311-6 63-4 18.9% 9-4 2.8% 37% False False 117,067
40 403-0 311-6 91-2 27.2% 9-3 2.8% 26% False False 116,581
60 473-0 311-6 161-2 48.1% 9-2 2.8% 15% False False 101,285
80 473-0 311-6 161-2 48.1% 9-1 2.7% 15% False False 88,312
100 473-0 311-6 161-2 48.1% 9-0 2.7% 15% False False 76,146
120 473-0 311-6 161-2 48.1% 8-6 2.6% 15% False False 67,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 361-0
2.618 351-2
1.618 345-2
1.000 341-4
0.618 339-2
HIGH 335-4
0.618 333-2
0.500 332-4
0.382 331-6
LOW 329-4
0.618 325-6
1.000 323-4
1.618 319-6
2.618 313-6
4.250 304-0
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 334-4 333-2
PP 333-4 331-0
S1 332-4 328-6

These figures are updated between 7pm and 10pm EST after a trading day.

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